Keyword: stochastic processes

Found 1442 papers in total
Reliable forward-reverse logistics network design under partial and complete facility disruptions
Reliable forward-reverse logistics network design under partial and complete facility disruptions
2015,
Although disruption risks may occur with a low probability in a supply chain network,...
Using discrete event visual simulation to teach process modelling in MBA operations management courses
Using discrete event visual simulation to teach process modelling in MBA operations management courses
2015,
We discuss our experience using discrete event visual simulation to teach MBA students...
Statistical design of &Xmacr; charts for autocorrelated processes for different sample sizes
Statistical design of &Xmacr; charts for autocorrelated processes for different sample sizes
2014,
The &Xmacr; charts for variables are widely used in industries to detect the shift in...
Stochastic optimization of sailing trajectories in an upwind regatta
Stochastic optimization of sailing trajectories in an upwind regatta
2015,
In a sailboat race, the navigator’s attempts to plot the fastest possible course...
Stochastic approximation search algorithms with randomization at the input
Stochastic approximation search algorithms with randomization at the input
2015,
This work presents a comprehensive survey of the development of pseudogradient...
Optimal soaring via Hamilton‐Jacobi‐Bellman equations
Optimal soaring via Hamilton‐Jacobi‐Bellman equations
2015,
Competition glider flying is a game of stochastic optimization, in which mathematics...
Exponential p-stability of impulsive stochastic Cohen‐Grossberg neural networks with mixed delays
Exponential p-stability of impulsive stochastic Cohen‐Grossberg neural networks with mixed delays
2009,
In this paper, we study the impulsive stochastic Cohen–Grossberg neural networks...
Decision dependent stochastic processes
Decision dependent stochastic processes
2014,
Managers, typically, are unaware of the significant impact their decisions could have...
Computation and transient analysis of a k-out-of-n:G repairable system with general repair times
Computation and transient analysis of a k-out-of-n:G repairable system with general repair times
2015,
This paper considers a k ‐out‐of‐ n : G repairable system, in...
New methods for portfolio selection problem with fuzzy random variable returns
New methods for portfolio selection problem with fuzzy random variable returns
2015,
In conventional portfolio optimisation models, the market condition is predicted by...
An optimisation methodology for a supply chain operating under any pertinent conditions of uncertainty - an application with two forms of operational uncertainty, multi-objectivity and fuzziness
An optimisation methodology for a supply chain operating under any pertinent conditions of uncertainty - an application with two forms of operational uncertainty, multi-objectivity and fuzziness
2015,
This paper addresses the optimisation of supply chains that are subject to any...
Optimal annuity portfolio under inflation risk
Optimal annuity portfolio under inflation risk
2015,
The paper investigates the importance of inflation‐linked annuities in...
A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem
A multi-step rolled forward chance-constrained model and a proactive dynamic approach for the wheat crop quality control problem
2015,
Handling weather uncertainty during the harvest season is an indispensable aspect of...
Reverse supply chains: Effects of collection network and returns classification on profitability
Reverse supply chains: Effects of collection network and returns classification on profitability
2015,
Used products collected for value recovery are characterized by higher uncertainty...
Bi-Objective Multi-Mode Project Scheduling Under Risk Aversion
Bi-Objective Multi-Mode Project Scheduling Under Risk Aversion
2015,
The paper proposes a model for stochastic multi‐mode...
On heuristic solutions for the stochastic flowshop scheduling problem
On heuristic solutions for the stochastic flowshop scheduling problem
2015,
We address the problem of scheduling jobs in a permutation flowshop when their...
A model enhancement heuristic for building robust aircraft maintenance personnel rosters with stochastic constraints
A model enhancement heuristic for building robust aircraft maintenance personnel rosters with stochastic constraints
2015,
This paper presents a heuristic approach to optimize staffing and scheduling at an...
A direct search method for unconstrained quantile-based simulation optimization
A direct search method for unconstrained quantile-based simulation optimization
2015,
Simulation optimization has gained popularity over the decades because of its ability...
Commodity derivatives pricing with cointegration and stochastic covariances
Commodity derivatives pricing with cointegration and stochastic covariances
2015,
Empirically, cointegration and stochastic covariances, including stochastic...
Production phase and ultimate pit limit design under commodity price uncertainty
Production phase and ultimate pit limit design under commodity price uncertainty
2016,
Open pit mine design optimization under uncertainty is one of the most critical and...
Satisficing measure approach for vehicle routing problem with time windows under uncertainty
Satisficing measure approach for vehicle routing problem with time windows under uncertainty
2016,
The complexity of evaluating chance constraints makes chance‐constrained...
Inventory management for stochastic lead times with order crossovers
Inventory management for stochastic lead times with order crossovers
2016,
We study the impact of stochastic lead times with order crossover on inventory costs...
Fuzzy R&D portfolio selection of interdependent projects
Fuzzy R&D portfolio selection of interdependent projects
2011,
Global competition of markets has forced firms to invest in targeted R&D projects...
On the construction and complexity of the bivariate lattice with stochastic interest rate models
On the construction and complexity of the bivariate lattice with stochastic interest rate models
2011,
Complex financial instruments with multiple state variables often have no analytical...
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